From: Oliver Steinkamp Newsgroups: sci.math.research Subject: Re: Brownian motion / joint density Date: Tue, 10 Nov 1998 09:23:05 +0100 Aaron Brask wrote: > I am looking to obtain a joint density function for: > B_t, M_t, and m_t where: > B_t = std. linear BM > M_t = sup{s M_t = inf{s